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The capital gain lock-in effect and equilibrium returns

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Klein, Peter
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Article provided by Elsevier in its journal Journal of Public Economics.

Volume (Year): 71 (1999)
Issue (Month): 3 (March)
Pages: 355-378
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Handle: RePEc:eee:pubeco:v:71:y:1999:i:3:p:355-378

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Web page: http://www.elsevier.com/locate/inca/505578

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  1. Douglas A. Shackelford & Robert E. Verrecchia, 1999. "Intertemporal Tax Discontinuities," NBER Working Papers 7451, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Jennifer L. Blouin & Jana Smith Raedy & Douglas A. Shackelford, 2000. "Capital Gains Holding Periods and Equity Trading: Evidence from the 1998 Tax Act," NBER Working Papers 7827, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Zhonglan Dai & Edward Maydew & Douglas A. Shackelford & Harold H. Zhang, 2006. "Capital Gains Taxes and Asset Prices: Capitalization or Lock-In?," NBER Working Papers 12342, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Mihir A. Desai & William M. Gentry, 2003. "The Character and Determinants of Corporate Capital Gains," Department of Economics Working Papers 195, Department of Economics, Williams College. [Downloadable!]
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  5. Richard J. Rendleman, Jr. & Douglas A. Shackelford, 2003. "Diversification and the Taxation of Capital Gains and Losses," NBER Working Papers 9674, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Todd Sinai & Joseph Gyourko, 2000. "The Asset Price Incidence of Capital Gains Taxes: Evidence from the Taxpayer Relief Act of 1997 and Publicly-Traded Real Estate Firms," NBER Working Papers 7893, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
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